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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 11, Pages 1865–1879
(Mi zvmmf221)
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This article is cited in 10 scientific papers (total in 10 papers)
Optimal control problems with terminal functionals represented as the difference of two convex functions
A. S. Strekalovskii Institute of System Dynamics and Control Theory, Siberian Division, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia
Abstract:
Two control problems for a state-linear control system are considered: the minimization of a terminal functional representable as the difference of two convex functions (d.c. functions) and the minimization of a convex terminal functional with a d.c. terminal inequality contraint. Necessary and sufficient global optimality conditions are proved for problems in which the Pontryagin and Bellman maximum principles do not distinguish between locally and globally optimal processes. The efficiency of the approach is illustrated by examples.
Key words:
optimal control, locally and globally optimal processes, optimality principles and conditions.
Received: 29.03.2007
Citation:
A. S. Strekalovskii, “Optimal control problems with terminal functionals represented as the difference of two convex functions”, Zh. Vychisl. Mat. Mat. Fiz., 47:11 (2007), 1865–1879; Comput. Math. Math. Phys., 47:11 (2007), 1788–1801
Linking options:
https://www.mathnet.ru/eng/zvmmf221 https://www.mathnet.ru/eng/zvmmf/v47/i11/p1865
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Abstract page: | 447 | Full-text PDF : | 261 | References: | 72 | First page: | 2 |
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